$A$ is an $n\times n$ matrix of complex numbers. Prove that if $\lambda$ is an eigenvalue of $A^2,$ then $\sqrt{\lambda}$ or $-\sqrt{\lambda}$ is an eigenvalue of $A.$
If $\lambda$ is an eigenvalue of $A^2,$ we have $\lambda\alpha=A^2\alpha$ for some $\alpha.$ Then how can we find a $\beta$ s.t. $\sqrt{\lambda}\beta=A\beta?$
First note that: $$A^2 - \lambda I = (A-\sqrt\lambda I)(A+\sqrt\lambda I)$$ Let $v$ be an eigenvector of $A^2$ with eigenvalue $\lambda$. We can use $v$ to find an explicit eigenvector of $A$ with eigenvalue that is either $\sqrt\lambda$ or $-\sqrt\lambda$.
Since $(A^2-\lambda I)v = 0$, we must have either $(A+\sqrt\lambda I)v = 0$, in which case $v$ is also an eigenvector of $A$ with eigenvalue $-\sqrt\lambda$, or $(A+\sqrt\lambda I)v \neq 0$, in which case we set $ u:=(A+\sqrt\lambda I)v$, and note that $u$ is an eigenvector of $A$ with eigenvalue $\sqrt\lambda$, since $(A-\sqrt\lambda I)u=0$.